Access Statistics for Venus Khim-Sen Liew

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model 0 1 4 297 4 7 42 1,451
A complementary test for ADF test with an application to the exchange rates returns 0 1 4 224 1 8 37 1,213
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia 0 1 3 30 0 2 13 84
Are Asian Real Exchange Rates Stationary? 0 0 4 402 1 4 33 990
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 0 1 191 2 2 12 558
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 2 3 21 886 8 15 68 2,447
Calendar anomalies in the Malaysian stock market 0 1 6 332 1 4 27 1,022
Day-of-the-week effects in selected East Asian stock markets 1 6 39 166 5 19 132 484
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 0 0 8 51 1 1 20 128
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 0 0 2 82 2 4 22 248
Early warning indicator of economic vulnerability 0 2 19 83 1 4 50 129
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 0 4 11 321
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 2 208 1 2 13 717
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 4 10 48 2,135 17 35 183 7,164
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 3 270 0 2 26 1,172
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 2 300 2 3 26 1,579
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 1 3 12 1,654 3 6 62 4,334
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 3 5 16 1,177 5 14 59 3,188
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 5 19 75 2,929 37 68 326 10,456
Fisher hypothesis: East Asian evidence from panel unit root tests 0 0 4 94 2 5 19 195
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions 1 1 4 417 2 4 15 1,326
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator 1 4 39 129 19 47 205 577
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 0 0 4 93 0 2 24 513
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 1 5 25 457 3 10 63 1,430
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 1 1 1 183 2 3 17 867
Income convergence: fresh evidence from the Nordic countries 0 1 3 43 1 3 15 132
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 0 0 3 88 0 3 17 246
International Diversification Benefits in ASEAN Stock Markets: a Revisit 0 2 8 569 3 6 27 2,143
Is Money Neutral In Stock Market? The Case of Malaysia 2 3 10 61 3 5 35 165
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 1 3 72 0 3 19 193
Linearity and stationarity of G7 government bond returns 0 0 1 14 1 2 14 69
Linearity and stationarity of South Asian real exchange rates 0 0 1 93 0 2 16 246
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries 0 0 8 74 1 4 31 205
Macroeconomic Determinants of Direct Investment Abroad of Singapore 0 3 10 14 2 10 45 59
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 1 2 13 174 4 10 45 447
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 1 1 4 118 2 4 14 291
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 1 1 1 200 3 3 14 475
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 1 2 5 481 2 3 12 1,075
On Autoregressive Order Selection Criteria 0 1 7 593 2 10 35 1,637
On Singaporean Dollar and Purchasing Power Parity 0 0 3 236 1 4 34 1,522
On Singaporean Dollar and Purchasing Power Parity 0 1 3 94 4 7 25 538
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 1 162 3 4 42 1,565
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 1 266 1 5 38 1,839
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates 0 1 5 47 0 3 25 155
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 4 6 0 4 21 33
Real interest rate parity: evidence from East Asian economies relative to China 0 1 4 176 0 3 30 549
Real interest rates equalization: The case of Malaysia and Singapore 1 2 6 204 1 5 26 996
Revisiting the Performance of MACD and RSI Oscillators 2 3 11 11 3 11 27 27
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 0 4 71 1 1 35 221
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 0 10 85 4 8 58 303
Testing for Non-Linearity in ASEAN Financial Markets 0 0 3 275 4 5 19 700
Testing nonlinear convergence in Malaysia,1965-2003 0 1 2 60 0 4 11 150
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 0 1 6 396 5 9 46 1,370
The Predictability of ASEAN-5 Exchange Rates 0 1 6 357 2 4 21 1,003
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 0 0 2 297 1 4 25 766
The real interest rate differential: international evidence based on nonlinear unit root tests 0 0 0 164 0 5 30 660
Time series modelling and forecasting of Sarawak black pepper price 1 1 9 149 6 14 65 724
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 1 1 11 219
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 0 2 22 1,578 9 30 143 7,377
Total Working Papers 30 94 525 20,018 189 474 2,576 70,693


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical investigation of purchasing power parity for a transition economy - Cambodia 0 0 3 60 2 4 30 186
Applied International Business Conference 2008 0 0 0 0 0 1 7 11
Are Asian real exchange rates stationary? 0 0 1 124 2 4 17 386
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 0 1 21 53 2 4 43 129
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 3 4 15 268
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 1 2 6 26 1 5 23 71
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 1 2 11 17 5 12 100 118
Day-of-the-week effects in Selected East Asian stock markets 0 1 5 10 1 4 22 40
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 1 1 8 31 1 2 16 65
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 2 3 1 3 25 35
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 1 2 5 0 4 13 20
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 0 3 5 1 3 24 33
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 0 0 2 217 1 2 20 685
Impact of foreign direct investment volatility on economic growth of asean-5 countries 3 7 33 236 9 24 109 545
Income Divergence? Evidence of Non-linearity in the East Asian Economies 0 0 3 3 2 3 18 22
Income convergence: fresh evidence from the Nordic countries 0 0 0 14 2 2 11 60
India-ASEAN-5 Economic Integration: Impact of Liberalization 0 0 0 0 0 2 13 517
International Conference in Economics and Finance 2005 (ICEF 2005) 0 0 0 0 0 1 6 9
Is There Any International Diversification Benefits in ASEAN Stock Markets? 0 3 6 69 1 9 42 256
Is money neutral in stock market? The case of Malaysia 0 0 9 74 3 8 42 235
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 0 0 17 53 0 3 46 122
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 5 37 0 6 31 137
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 1 5 16 101
Linearity and stationarity of G7 government bond returns 0 1 4 36 0 4 22 120
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries 1 1 10 20 1 4 24 85
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 2 5 43 602
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 1 3 5 55 2 5 19 130
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 0 3 14 231
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 1 1 4 17 1 2 24 71
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 0 0 3 6 1 4 21 32
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 2 3 17 315
Nonlinear mean reversion in stock prices: evidence from Asian markets 1 1 2 85 1 3 19 283
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 0 3 17 27 2 10 50 86
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 1 29 1 11 17 128
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 1 6 22 314
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 0 1 1 31 0 2 13 106
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 0 0 11 96 0 2 36 237
Revisiting the Performance of MACD and RSI Oscillators 5 13 21 21 9 31 63 63
Statistical Inadequacy of GARCH Models for Asian Stock Markets 0 1 1 1 1 4 7 7
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS 0 2 2 51 0 5 16 199
Testing rational expectations hypothesis in the manufacturing sector in Malaysia 0 0 7 8 2 3 22 28
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 1 3 132 1 9 29 582
Time series test of nonlinear convergence and transitional dynamics 0 2 4 52 0 4 15 143
Which Lag Length Selection Criteria Should We Employ? 12 27 127 141 61 147 591 648
Total Journal Articles 27 75 360 1,856 126 382 1,773 8,461


Statistics updated 2014-11-03